I adore Rachel & Lillian as a sibset, and also think that it works well with your last name.
I'd definitely avoid Alexis if you strongly dislike the nickname Lexi since I know several people named Alexis and all of them have either gone as Lexi or been dubbed Lexi by various other friends.
Emily sounds far too similar to Lillian for me, and Erica doesn't really go at all.

Rachel... interesting. To be honest these are my DH's top picks as we can't seem to agree on anything, and I'm thinking one will grow on me.

I probably like Emily best but feel it's too popular and worry about it sounding too similar to Lily, even if she did go by Em most of the time. (There's also an Emma in the family who is often called Em.)